use SRISK_all_countries_monthly.dta, clear
collapse CRISIS SRISK_GDP SRISK_TAK SRISK_MV TA_GDP MV_GDP MV_TA ///
	T_SRISK_GDP_leaveout T_SRISK_TAK_leaveout T_SRISK_MV_leaveout logTSRISK_leaveout ///
	, by(cntyid time_RR)

xtset cntyid time_RR
tab cntyid, gen(cntydummy)
tobit CRISIS SRISK_TAK d.SRISK_TAK cntydummy*, ll(0) noconstant
tobit CRISIS SRISK_TAK T_SRISK_TAK_leaveout d.T_SRISK_TAK_leaveout cntydummy*, ll(0) noconstant
esttab, stats(r2_p N) depvars indicate("Country FE = cntydummy*")